Calculate the p-value of sum of coefficients

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hungtranueh
Posts: 2
Joined: Tue Mar 17, 2015 3:42 am

Calculate the p-value of sum of coefficients

Postby hungtranueh » Tue Mar 17, 2015 3:55 am

Hi!
Im using Eviews 6.
I have a time-series like that (attached workfile)
and run for model like
y = a + c(0)x + D(10)c(1)x +D(5)c(2)x +D(1)c(3)x +e(t)
Y: return of gold
x: return of stock index
D(10), D(5), D(1) are dummies variable.
After Regression, i have the output with p-value of each coefficient.
and I don't know how to calculate the p-value of sum of coefficients in this case. ex. c(1) + c(2); c(0) + c(1);...
I would appriciate any help.
Thanks all.
Attachments
workfile-weekly.wf1
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Calculate the p-value of sum of coefficients

Postby trubador » Tue Mar 17, 2015 4:51 am

Search for "Wald test".

hungtranueh
Posts: 2
Joined: Tue Mar 17, 2015 3:42 am

Re: Calculate the p-value of sum of coefficients

Postby hungtranueh » Tue Mar 17, 2015 5:40 am

Thank you so much, but i'm still can't do it. Can you make it clearer :(

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Calculate the p-value of sum of coefficients

Postby EViews Glenn » Fri Mar 20, 2015 8:29 am

View/Coefficient Tests/Wald Test...

from the equation menu. Then enter

c(1)+c(2)=0, c(2)+c(3)=0

press Enter.


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